Financial Analytics & Modeling

Model valuation, bond pricing, dynamic amortization, option pricing, and portfolio risk with Python in Excel.

Excel is the natural home of corporate finance and investment analysis, but complex financial mathematics—such as Monte Carlo Value-at-Risk (VaR), option pricing trees, volatility modeling (GARCH), and yield-curve fitting—often require fragile VBA macros or expensive specialized add-ins.

Boardflare pairs Excel’s familiar spreadsheet interface with quantitative Python libraries (numpy_financial, statsmodels, arch) to deliver transparent financial calculations.

Quantitative Models

• DCF & Multi-Scenario Valuation: Discounted cash flow models with sensitivity tables across cost of capital (WACC) and terminal growth assumptions.
• Fixed Income & Bond Analytics: Compute yield to maturity, duration, and convexity for custom coupon schedules.
• Option Pricing & Volatility: Analytical Black-Scholes and binomial tree pricing for options with volatility estimation.
• Dynamic Loan Amortization: Track interest, principal reduction, and the impact of unscheduled lump-sum prepayments.
• Monte Carlo Value-at-Risk (VaR): Simulate portfolio asset returns to measure VaR and Conditional VaR (Expected Shortfall).

Available Templates

Templates in this category (including DCF Valuation and Dynamic Amortization) are currently in development. In the meantime, explore our Monte Carlo Risk Simulator and other Examples.